Ft Vest Nasdaq 100 Etf Performance
| QCAP Etf | 22.03 0.03 0.14% |
The etf owns a Beta (Systematic Risk) of 0.29, which means not very significant fluctuations relative to the market. As returns on the market increase, FT Vest's returns are expected to increase less than the market. However, during the bear market, the loss of holding FT Vest is expected to be smaller as well.
Risk-Adjusted Performance
13 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in FT Vest NASDAQ 100 are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable basic indicators, FT Vest is not utilizing all of its potentials. The current stock price agitation, may contribute to short-term losses for the retail investors. ...more
1 | Where are the Opportunities in - Stock Traders Daily | 09/26/2024 |
QCAP |
FT Vest Relative Risk vs. Return Landscape
If you would invest 2,125 in FT Vest NASDAQ 100 on August 29, 2024 and sell it today you would earn a total of 78.00 from holding FT Vest NASDAQ 100 or generate 3.67% return on investment over 90 days. FT Vest NASDAQ 100 is currently generating 0.0569% in daily expected returns and assumes 0.3233% risk (volatility on return distribution) over the 90 days horizon. In different words, 2% of etfs are less volatile than QCAP, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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FT Vest Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FT Vest's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as FT Vest NASDAQ 100, and traders can use it to determine the average amount a FT Vest's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1758
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Estimated Market Risk
| 0.32 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 13 87% of assets perform better |
Based on monthly moving average FT Vest is performing at about 13% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of FT Vest by adding it to a well-diversified portfolio.
About FT Vest Performance
Assessing FT Vest's fundamental ratios provides investors with valuable insights into FT Vest's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the FT Vest is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
FT Vest is entity of United States. It is traded as Etf on BATS exchange.